Statistical inference for generalized Ornstein-Uhlenbeck processes (Q887250)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical inference for generalized Ornstein-Uhlenbeck processes |
scientific article |
Statements
Statistical inference for generalized Ornstein-Uhlenbeck processes (English)
0 references
28 October 2015
0 references
Lévy process
0 references
exponential functional
0 references
generalized Ornstein-Uhlenbeck process
0 references
Mellin transform
0 references
0 references
0 references
0 references